In article the analysis of influence of restructure production outsourcing on a break-even point is carried out. The way of an economic justification of application of outsourcing and some directions of works on increase of effective introduction of this tool at the enterprise are presented.

In this article the features of industrial outsourcing in the largest automobile construction enterprise “KamAZ” in Russia are considered. The method to evaluate economical efficiency of management based on influence of outsourcing actions on profitability of product is presented. The main directions to improve economical efficiency of using industrial outsourcing at the enterprise are presented.

New algorithms and modifications are developed and substantiated for the method of penalty functions. The realized rules of a task of operating parameters in practice which use performance of conditions of a stop in algorithms is carried out no more than for demanded number of stages of minimization of support functions of a method of penalties are offered.

The article is devoted the application of alternative measures of risk at construction of models portfolio investments. Asymmetric, coherent and complex measures of risk are considered. The comparative analysis of efficiency of various metrics is carried out. For the decision of optimizing problems genetic algorithms have been used. Experiments were spent with the data on actives which bargain in the Russian stock market.

Isavnin A.G. Doctor of Physical and Mathematical Sciences, Professor of department "Mathematical Methods in Economics", the branch of the Kazan Federal University in Naberezhnye Chelny ( Isavnin@Mail.Ru )

Galiev D.R. Assistant of department "Mathematical Methods in Economics", the branch of the Kazan Federal University in Naberezhnye Chelny ( Damir.Galiev@Mail.Ru )

Journal: Economic Analysis: Theory and Practice, #1,
2013

Upgraded model of the structure of the investment portfolio by using the principle of hedging assets in conditions of high volatility in the market, based on the model developed by Constant Proportion Portfolio Insurance are presented. Portfolio Insurance model is presented. For formation of risk part of the portfolio it is offered to use "model risk - expected profitability". The results of experiments with data of the Russian stock market are given.

In the article a method of assessing the feasibility of restructured production outsourcing in the company, which is based on the two factors when making a decision: the strategic importance and value is offered. The main advantage of the presented model is possibility of integration with other matrixes of outsourcing. The method allows to define and retain only those components of a product which are favorable to production and strategically significant for the enterprise.

Article is devoted to use of the Data Mining methods in the problems of a choice of an optimum investment portfolio. Use of the neural TSK networks (Takagi - Sugeno - Kanga) for forecasting of a temporary number of profit abilities and neural networks of direct distribution for a forecast of potential of growth (falling) of an asset is considered. Models of a choice of an optimum portfolio by asymmetric risk measures and use of forecasts of neuron-network models are considered.

Importance The article discusses the sourcing approach to forming and developing cluster-based entities.Objectives The research outlines the scenario for forming an industrial cluster by sourcing out productive functions, including single-sourcing and multi-sourcing.Methods The research uses the production outsourcing, specifically single-sourcing and multi-sourcing.Results We suggest a scenario for forming the industrial cluster through production outsourcing, specifically single-sourcing and multi-sourcing.Conclusions and Relevance We proposed this scenario as one of the probable ones. Therefore further researches will help forge a comprehensive approach to formalizing cluster-based entities. The findings may prove useful for those who deal with the theory and practice of economics, and executives at major industrial enterprises and public officials to arrange for cluster policy measures.

Subject The article deals with the issues of cluster approach to regional industry and building the productive capacity of the region and country through the application of modern tools for the qualitative development of inter-firm interactions.Objectives The article aims to develop possible scenarios for clustering of industry of the region through the application of sourcing models.Methods For the study, we used models of restructuring outsourcing and hybrid models of sourcing.Results We develop and present possible scenarios for clustering of the industry of the region through the application of restructuring outsourcing, co-sourcing and sourcing maneuver.Conclusions and Relevance The proposed scenarios and the sourcing models considered are an integral part of the clustering tools, or cluster policy. The results of this work may be useful for the formation of new industrial clusters and the development of existing ones. The instruments of restructuring mentioned may be of interest to the management of large Russian machine-building enterprises.

Subject This article discusses the issues of improving the competitiveness of the industrial enterprise through the application of sourcing models.Objectives The article aims to develop a methodology of decision-making on how to adopt a sourcing maneuver model at the industrial enterprise.Methods Our proposed methodology is based on an analysis of changes in the marginal and net profit values of the output when applying the sourcing maneuver model.Results We offer our own developed method of decision making to use a sourcing maneuver model at the industrial enterprise.Conclusions and Relevance The methodology suggested is a good way to balance the manifested various-directional advantages of the sourcing maneuver model components and make a prudent management decision. The results of this work may be of interest to the managers of large industrial enterprises and may also be useful for further research in the field of sourcing.